FMSAX Portfolio moves — Fidelity Advisor Mortgage Securities Fund

FMSAX

Fidelity Advisor Mortgage Securities Fund

Fidelity Advisor Series II

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

From To

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security	Shares Feb 2026	Δ shares	End %	Δ value
G2SF 5.5 4/25	64,675,000	64,675,000	6.84%	$65.44M
FNCL 2 4/26	51,300,000	51,300,000	4.44%	$42.49M
Uniform Mortgage-Backed Security, TBA	30,250,000	30,250,000	2.62%	$25.05M
FNCI 5 4/21	23,375,000	23,375,000	2.48%	$23.72M
G2SF 6 4/25	20,250,000	20,250,000	2.16%	$20.65M
Fannie Mae or Freddie Mac	18,225,000	18,225,000	1.93%	$18.50M
US TREASURY N/B	15,970,000	15,970,000	1.68%	$16.02M
Government National Mortgage Association, TBA	9,425,000	9,425,000	1.01%	$9.62M
G2 MA7136	8,876,187	8,876,187	0.82%	$7.85M
FNCL 6 3/24	7,000,000	7,000,000	0.75%	$7.18M
GNII II 5.5% 03/01/2056 #TBA	4,875,000	4,875,000	0.52%	$4.94M
FNMA 30YR 6% 11/01/2054#FA2958	4,269,053	4,269,053	0.47%	$4.46M
FNMA 30YR 6% 07/01/2055#FA3377	3,505,797	3,505,797	0.38%	$3.65M
FHMS K555 SOFR30A+50 11/25/2030	3,000,000	3,000,000	0.31%	$3.00M
FHLG 30YR 6% 02/01/2055#SL0360	2,800,318	2,800,318	0.31%	$2.94M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030	2,899,724	2,899,724	0.30%	$2.90M
Freddie Mac Multifamily Structured Pass Through Certificates	2,699,390	2,699,390	0.28%	$2.70M
VERUS SECURITIZATION TR 2026-R1 A1FC VAR 10/25/2067 144A	2,567,456	2,567,456	0.27%	$2.58M
FHLG 30YR 6% 09/01/2054#SD6993	2,365,555	2,365,555	0.26%	$2.48M
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053	2,422,832	2,422,832	0.26%	$2.44M
FNMA 30YR 6% 08/01/2054#FS8834	1,952,011	1,952,011	0.21%	$2.05M
FNMA 30YR 6% 01/01/2056#FA4441	1,928,427	1,928,427	0.21%	$2.02M
FHLG 30YR 5.5% 01/01/2056#SL3999	1,938,363	1,938,363	0.21%	$2.00M
FNMA 30YR 6% 07/01/2055#FA3806	1,886,478	1,886,478	0.21%	$1.97M
FNMA 30YR 6% 10/01/2055#FA3812	1,769,079	1,769,079	0.19%	$1.85M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A3 REGD 144A P/P 4.11000000	1,800,000	1,800,000	0.19%	$1.81M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030	1,800,000	1,800,000	0.19%	$1.80M
FANNIEMAE 30YR 6% 12/01/2054#FA0103	1,594,717	1,594,717	0.18%	$1.67M
FNMA 30YR 6% 07/01/2053#CB6751	1,476,858	1,476,858	0.16%	$1.55M
FHLG 30YR 6% 02/01/2055#SL2499	1,297,164	1,297,164	0.14%	$1.36M
FNMA 30YR 6% 07/01/2054#FS8833	1,290,814	1,290,814	0.14%	$1.35M
FHLG 30YR 6% 12/01/2055#SL3475	1,189,377	1,189,377	0.13%	$1.25M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030	1,212,883	1,212,883	0.13%	$1.21M
FNMA 30YR 6% 01/01/2056#CC1868	1,134,106	1,134,106	0.12%	$1.19M
AFRMT 2026-1A A 144A 4.37% 02-15-34	1,165,000	1,165,000	0.12%	$1.17M
FHMS K763 A2	1,100,000	1,100,000	0.12%	$1.11M
PLYM Commercial Mortgage Trust 2026-IND	1,084,000	1,084,000	0.11%	$1.08M
FNMA 15YR 5% 12/01/2040#DF8034	986,866	986,866	0.10%	$1.00M
G2 MA7368	1,081,208	1,081,208	0.10%	$992.31K
BMARK 2026-V20 A3	900,000	900,000	0.10%	$938.85K
FHLG 30YR 5.5% 01/01/2056#SL4008	911,016	911,016	0.10%	$938.72K
FNMA 30YR 6% 10/01/2053#FS5894	844,047	844,047	0.09%	$887.66K
Extended Stay America Trust, Series 2026-ESH2, Class A	855,000	855,000	0.09%	$855.27K
Enterprise Fleet Financing 2026-1 LLC	800,000	800,000	0.08%	$807.03K
PRPM 2026-RCF1 A1	800,000	800,000	0.08%	$806.99K
FNMA 30YR 6.5% 12/01/2053#FS6526	744,151	744,151	0.08%	$787.62K
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A	779,000	779,000	0.08%	$779.49K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A	764,431	764,431	0.08%	$772.82K
US TREASURY N/B	710,000	710,000	0.08%	$738.51K
MFF 2025-1A A	690,000	690,000	0.07%	$695.78K
VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A	600,000	600,000	0.06%	$600.00K
Barings 2026-SBP Issuer LLC	541,000	541,000	0.06%	$541.74K
FREDDIE MAC POOL UMBS P#SD5219 6.00000000	506,211	506,211	0.06%	$527.51K
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058	500,000	500,000	0.05%	$510.48K
Freddie Mac Multifamily Structured Pass Through Certificates	500,000	500,000	0.05%	$509.30K
FHMS K551 A2	500,000	500,000	0.05%	$507.47K
CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A	500,000	500,000	0.05%	$500.17K
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A	486,022	486,022	0.05%	$487.79K
PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2	460,000	460,000	0.05%	$461.11K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A	400,000	400,000	0.04%	$401.24K
G2 MA7535	431,553	431,553	0.04%	$395.91K
CarMax Select Receivables Trust 2026-A	360,000	360,000	0.04%	$360.05K
G2 MA7473	363,786	363,786	0.03%	$334.08K
Nissan Auto Lease Trust 2026-A	330,000	330,000	0.03%	$330.58K
FHLG 30YR 6% 05/01/2055#SL1861	294,731	294,731	0.03%	$307.59K
CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A	300,000	300,000	0.03%	$303.65K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A	300,000	300,000	0.03%	$300.21K
AOMT 2026-2 4.684% 02/25/2071 144A	300,000	300,000	0.03%	$300.00K
FNMA 30YR 6% 01/01/2056#FA4397	259,722	259,722	0.03%	$271.89K
G2 MA7419	287,195	287,195	0.03%	$263.61K
ARES Commercial Mortgage Trust, Series 2026-GCP, Class A	250,000	250,000	0.03%	$250.08K
Fannie Mae Pool	295,670	295,670	0.03%	$246.96K
US TREASURY N/B	230,000	230,000	0.02%	$234.20K
FHMS K549 A2	200,000	200,000	0.02%	$204.37K
FHLG 30YR 2% 01/01/2051#BQ9683	226,379	226,379	0.02%	$189.44K
G2 MA7472	197,332	197,332	0.02%	$174.19K
OPTN 2026-A A 0% 01/09/2034 144A	165,000	165,000	0.02%	$165.53K
FNMA 30YR 2% 11/01/2051#FM9500	185,994	185,994	0.02%	$156.28K
EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000	155,000	155,000	0.02%	$155.38K
FHLG 30YR 2% 07/01/2051#QC4827	184,687	184,687	0.02%	$154.26K
FEDERAL NATIONAL MORTGAGE ASSOCIATION	177,298	177,298	0.02%	$148.26K
FN BQ3004	165,440	165,440	0.01%	$138.50K
Onity Loan Investment Trust 2025-HB2	126,605	126,605	0.01%	$122.72K
PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A	105,000	105,000	0.01%	$106.10K
CMXS 2026-A A3	105,000	105,000	0.01%	$105.29K
FNMA 30YR 6% 01/01/2055#DC7868	97,632	97,632	0.01%	$101.73K
FNMA 30YR 2% 04/01/2051#BR7792	120,885	120,885	0.01%	$101.08K
Dext ABS 2025-2, LLC	100,000	100,000	0.01%	$100.33K
FHLG 30YR 2% 01/01/2051#BQ9687	110,210	110,210	0.01%	$92.23K
FNMA 30YR 6% 06/01/2055#DE1630	86,374	86,374	0.01%	$90.50K
FNMA 30YR 2% 12/01/2050#BQ5162	108,047	108,047	0.01%	$90.42K
FEDERAL NATIONAL MORTGAGE ASSOCIATION	105,794	105,794	0.01%	$88.56K
Extended Stay America Trust, Series 2026-ESH2, Class B	88,000	88,000	0.01%	$88.16K
FN MA4182	105,053	105,053	0.01%	$87.94K
FN MA4119	96,803	96,803	0.01%	$81.10K
FNMA 30YR 6% 07/01/2055#DE2216	77,113	77,113	0.01%	$80.63K
FN MA5424	78,178	78,178	0.01%	$79.45K
FN MA4100	91,514	91,514	0.01%	$76.67K
FNMA 30YR 2% 12/01/2050#FM5215	86,334	86,334	0.01%	$72.62K
FREDDIE MAC POOL FR RA3205	71,742	71,742	0.01%	$60.42K
BANK5 2025-5YR19 XB VAR 12/15/2030	2,000,000	2,000,000	0.01%	$57.21K
FNMA 30YR 2% 02/01/2051#FM5984	54,247	54,247	0.00%	$45.67K
FHLG 30YR 2% 07/01/2051#QC4665	52,892	52,892	0.00%	$44.18K
FHLG 30YR 2% 01/01/2051#QB7563	52,281	52,281	0.00%	$43.96K
FNMA 30YR 6% 01/01/2055#DC7867	41,049	41,049	0.00%	$42.78K
FN MA4158	50,553	50,553	0.00%	$42.32K
FNMA 30YR 2% 08/01/2051#FM8176	47,479	47,479	0.00%	$40.07K
FNMA 30YR 6% 07/01/2055#DE2354	36,881	36,881	0.00%	$38.55K
FNMA 30YR 6% 02/01/2055#DD2207	33,972	33,972	0.00%	$35.54K
FNMA 30YR 6% 02/01/2055#DD2206	32,846	32,846	0.00%	$34.37K
FNMA 30YR 6% 02/01/2055#DC0757	31,750	31,750	0.00%	$33.24K
FHLG 30YR 2% 01/01/2051#BQ8400	36,992	36,992	0.00%	$31.11K
FNMA 30YR 6% 09/01/2054#DC0035	26,931	26,931	0.00%	$28.28K
G2 MA6710	10,228	10,228	0.00%	$9.40K
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
FNCL 5.5 3/25	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
GNII II 6.5% 03/01/2056 #TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
FNCL 5 3/24	0	0	0.00%	$0
GNMA TBA	-11,800,000	-11,800,000	-1.05%	-$9.99M

Security	Shares Nov 2025	Δ shares	End %	Δ value
FNCL 6 1/26	39,550,000	-39,550,000	0.00%	-$40.49M
FNCL 2 1/26	35,750,000	-35,750,000	0.00%	-$29.12M
G2SF 6 1/25	20,225,000	-20,225,000	0.00%	-$20.62M
Government National Mortgage Association, TBA	19,950,000	-19,950,000	0.00%	-$20.32M
FNCL 5.5 1/26	19,825,000	-19,825,000	0.00%	-$20.06M
Uniform Mortgage-Backed Security, TBA	14,850,000	-14,850,000	0.00%	-$15.02M
FNCL 4.5 1/26	11,025,000	-11,025,000	0.00%	-$10.78M
G2SF 5.5 1/25	10,450,000	-10,450,000	0.00%	-$10.55M
Uniform Mortgage-Backed Security, TBA	9,900,000	-9,900,000	0.00%	-$8.06M
Government National Mortgage Association, TBA	9,200,000	-9,200,000	0.00%	-$7.99M
G2SF 5 1/26	6,975,000	-6,975,000	0.00%	-$6.96M
US TREASURY N/B	6,750,000	-6,750,000	0.00%	-$6.72M
FR SD8506	6,598,315	-6,598,315	0.00%	-$6.68M
GNMA II, Single Family, 30 Year	6,650,000	-6,650,000	0.00%	-$6.00M
FNCL 2.5 1/26	5,700,000	-5,700,000	0.00%	-$4.85M
FN MA5614	4,699,359	-4,699,359	0.00%	-$4.76M
US TREASURY N/B	4,450,000	-4,450,000	0.00%	-$4.48M
G2 MB0368	4,003,052	-4,003,052	0.00%	-$4.13M
FNCL 6 12/24	3,450,000	-3,450,000	0.00%	-$3.53M
FNCL 3 12/22	3,450,000	-3,450,000	0.00%	-$3.06M
FNCL 6.5 1/26	2,825,000	-2,825,000	0.00%	-$2.93M
FNMA 30YR 4% 04/01/2052#CB3313	2,248,032	-2,248,032	0.00%	-$2.16M
FNCL 5.5 12/24	1,825,000	-1,825,000	0.00%	-$1.85M
FNCL 5 12/22	1,850,000	-1,850,000	0.00%	-$1.85M
FNMA POOL DD9598 FN 05/55 FIXED 5.5	1,472,141	-1,472,141	0.00%	-$1.49M
FNMA 15YR 5% 11/01/2040#MA5886	1,341,385	-1,341,385	0.00%	-$1.36M
FNMA 30YR 3% 04/01/2052#CB3247	1,369,295	-1,369,295	0.00%	-$1.22M
FNMA 30YR 5.5% 07/01/2055#DD9902	998,985	-998,985	0.00%	-$1.01M
FHLG 30YR 3.5% 04/01/2052#QE0436	1,092,532	-1,092,532	0.00%	-$1.01M
US TREASURY N/B	890,000	-890,000	0.00%	-$910.58K
Freddie Mac Pool	852,720	-852,720	0.00%	-$865.30K
Wells Fargo Commercial Mortgage Trust 2024-MGP	547,627	-547,627	0.00%	-$547.65K
FHLG 30YR 4% 03/01/2049#ZN6553	545,336	-545,336	0.00%	-$527.05K
FHLM 30YR 5.5% 02/01/2055#QX5758	499,008	-499,008	0.00%	-$505.50K
FNMA 30YR 5.5% 07/01/2055#DD9683	498,424	-498,424	0.00%	-$504.91K
FN FA2096	466,383	-466,383	0.00%	-$471.81K
Freddie Mac Pool	419,757	-419,757	0.00%	-$413.06K
FR QY7796	396,883	-396,883	0.00%	-$402.04K
AFFRM 2024-A 1A 144A 5.61% 02-15-29	400,000	-400,000	0.00%	-$400.99K
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A	347,815	-347,815	0.00%	-$346.40K
FHLG 30YR 4% 06/01/2048#ZM6780	330,745	-330,745	0.00%	-$319.86K
FNMA 30YR 4% 6/1/52#CB3785	300,467	-300,467	0.00%	-$288.70K
FNMA 30YR 4% 6/1/52#CB3766	287,741	-287,741	0.00%	-$276.47K
FHLG 30YR 2.5% 10/01/2051#QC9148	289,643	-289,643	0.00%	-$250.04K
FNMA 30YR 5.5% 07/01/2055#DE4722	242,911	-242,911	0.00%	-$246.07K
Freddie Mac Pool	275,548	-275,548	0.00%	-$237.70K
Federal National Mortgage Association, Inc.	273,165	-273,165	0.00%	-$235.05K
US TREASURY N/B	210,000	-210,000	0.00%	-$216.65K
FNMA 30YR 5% 02/01/2049#BM5577	197,376	-197,376	0.00%	-$201.64K
FHLG 30YR 4% 10/01/2048#ZM8580	193,195	-193,195	0.00%	-$186.84K
FR ZS4785	160,049	-160,049	0.00%	-$154.78K
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	113,876	-113,876	0.00%	-$104.60K
Freddie Mac Pool	103,086	-103,086	0.00%	-$104.54K
FNMA 30YR 4% 03/01/2048#BJ4970	104,679	-104,679	0.00%	-$101.33K
FNMA 30YR 5% 03/01/2054#FS8634	94,576	-94,576	0.00%	-$95.91K
FHLG 30YR 4% 06/01/2047#ZM3411	87,863	-87,863	0.00%	-$85.16K
Upgrade Receivables Trust, Series 2024-1A, Class A	26,711	-26,711	0.00%	-$26.72K
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A	18,262	-18,262	0.00%	-$18.26K
FHLG 30YR 3.5% 05/01/2045#Q33801	10,535	-10,535	0.00%	-$9.93K
FNMA ARM 5.91% 3/36 #865849	5,483	-5,483	0.00%	-$5.65K
FNMA 7.50% 5/32 #641058	3,066	-3,066	0.00%	-$3.28K
GNMA 7.00% 1/28 #463389	277	-277	0.00%	-$280
FHLM ARM 5.78% 10/35 #1N0063	11	-11	0.00%	-$11
GNMA 7.00% 9/28 #484239	1	-1	0.00%	-$1
FNR 2013-133 IB 3% 04/32	158	-158	0.00%	-$0
Government National Mortgage Association, TBA	0	0	0.00%	$0
G2SF 5 12/24	0	0	0.00%	$0
FNCL 4.5 12/23	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Government National Mortgage Association, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
GNMA II, Single-family, 30 Year	-7,150,000	7,150,000	0.00%	$5.96M

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
G2 MA7988	2,824,190	7,092,860	4,268,670	0.68%	$3.96M
FREDDIE MAC POOL UMBS P#SD7570 6.00000000	1,087,451	2,044,859	957,408	0.22%	$1.01M
BX Trust, Series 2025-ROIC, Class A	1,290,965	1,569,433	278,468	0.16%	$278.93K
FHMS K548 A2	400,000	1,400,000	1,000,000	0.15%	$1.02M
FR SD8090	1,376,309	1,403,349	27,040	0.12%	$43.72K
FHMS K543 A2	400,000	700,000	300,000	0.07%	$308.71K
Freddie Mac Multifamily Structured Pass Through Certificates	400,000	600,000	200,000	0.06%	$206.41K
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A	508,000	574,000	66,000	0.06%	$66.72K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS	5,700,000	19,500,000	13,800,000	0.05%	$368.21K
BX Trust, Series 2025-DIME, Class A	100,000	214,000	114,000	0.02%	$113.91K
WHEAT SEP 26	191	520	329	0.02%	$240.62K
SBLOFI SWAP CZ030008 12/17/57 B	3,910,000	6,709,451	2,799,451	0.02%	-$47.01K
FNR 2011-4 PZ 5% 2/41	89,219	90,338	1,120	0.01%	$1.31K
WHEAT MAY 26	400,000	900,000	500,000	0.01%	-$9.37K
FNR 2010-135 ZA 4.5% 12/40	24,517	24,794	277	0.00%	$381
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061	99	100	1	0.00%	$1

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
Fidelity Cash Central Fund	49,888,452	43,181,519	-6,706,933	4.52%	-$6.71M
G2 MA7986	27,458,722	19,775,136	-7,683,586	1.75%	-$6.14M
FREDDIE MAC POOL FR SD0958	10,029,818	9,821,594	-208,225	0.98%	-$41.28K
G2 MB0024	9,268,731	9,084,216	-184,515	0.94%	-$87.94K
US TREASURY N/B	9,300,000	8,360,000	-940,000	0.88%	-$864.93K
G2 MA7534	9,024,998	8,842,101	-182,897	0.82%	-$32.38K
G2 MA7135	9,205,602	9,026,324	-179,278	0.80%	-$25.54K
G2 MA7880	8,864,083	8,696,541	-167,542	0.77%	-$22.99K
G2 MA8043	8,122,802	7,948,586	-174,216	0.76%	-$40.01K
FR SD8121	8,728,640	8,584,566	-144,073	0.75%	$18.48K
FNMA 15YR 2% 07/35#CA6242	7,811,852	7,552,337	-259,514	0.74%	-$198.50K
FR SD7535	6,852,809	6,706,686	-146,123	0.62%	-$31.41K
Uniform Mortgage-Backed Securities	6,688,266	6,576,852	-111,413	0.58%	$6.86K
Freddie Mac Pool	4,727,461	4,634,168	-93,292	0.51%	-$72.66K
Freddie Mac Multifamily Structured Pass Through Certificates	4,400,000	4,399,289	-711	0.46%	-$2.54K
FNMA 30YR 2.5% 09/01/2050#FM4342	4,655,124	4,556,274	-98,850	0.42%	-$15.34K
G2 MA6930	4,835,494	4,739,862	-95,632	0.42%	-$17.66K
FNMA 30YR 6.5% 07/01/2054#CB8867	3,708,420	3,493,730	-214,690	0.39%	-$212.41K
FNMA 30YR 3% 12/01/2049#FM2077	4,062,368	3,962,562	-99,805	0.38%	-$35.15K
Government National Mortgage Association	4,191,551	4,105,328	-86,223	0.38%	-$4.05K
FR SD8106	4,353,935	4,290,176	-63,758	0.38%	$14.62K
FHLG 30YR 6.5% 09/01/2054#SD6617	3,543,019	3,372,570	-170,449	0.38%	-$162.77K
BX TRUST	3,624,005	3,540,325	-83,680	0.37%	-$58.62K
G2 MA7051	4,016,020	3,936,916	-79,104	0.35%	-$12.51K
FNMA 30YR 2.5% 04/01/2052#FA2214	3,750,514	3,689,168	-61,346	0.34%	-$2.87K
FR SD7530	3,696,799	3,619,262	-77,538	0.33%	-$16.94K
FREDDIE MAC POOL FR RA5117	3,715,749	3,648,604	-67,145	0.32%	-$6.60K
FHLG 30YR 5.5% 03/01/2053#SD7559	2,916,264	2,827,878	-88,386	0.31%	-$73.46K
G2 MA8149	3,085,119	3,020,758	-64,361	0.30%	-$34
FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047	3,120,534	3,034,936	-85,598	0.30%	-$38.97K
G2 MA8042	3,070,164	3,004,146	-66,017	0.28%	-$15.33K
FNMA 30YR 2.5% 06/01/2051#FM7507	3,010,158	2,952,054	-58,105	0.27%	-$7.43K
FHLG 20YR 2.5% 11/01/2041#SC0210	2,816,520	2,749,961	-66,558	0.27%	-$19.20K
US TREASURY N/B	4,710,000	2,470,000	-2,240,000	0.26%	-$2.25M
FNMA 30YR 6% 08/01/2055#FA2563	2,347,093	2,307,662	-39,432	0.25%	-$30.64K
FN FS4922	2,658,159	2,607,348	-50,811	0.25%	-$5.36K
G2 MA6994	2,794,991	2,741,188	-53,803	0.24%	-$8.97K
FN CA6416	2,563,741	2,508,322	-55,419	0.24%	-$11.88K
G2 MA8266	2,471,523	2,421,522	-50,001	0.24%	-$62
FNMA 30YR 3.5% 10/01/2047#CA0607	2,430,227	2,398,880	-31,346	0.24%	$3.50K
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A	2,400,000	2,263,037	-136,963	0.24%	-$129.89K
FR SB1215	2,435,268	2,159,707	-275,561	0.23%	-$288.71K
U.S. Treasury Inflation-Protected Indexed Bonds	3,090,000	2,190,000	-900,000	0.23%	-$888.58K
FNMA 30YR 5% 11/01/2052#FS3295	2,207,349	2,157,301	-50,049	0.23%	-$32.66K
FN MA4473	2,587,913	2,530,391	-57,522	0.23%	-$24.50K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2046	2,374,054	2,320,265	-53,789	0.22%	-$11.38K
FR SD7569	2,016,988	1,936,303	-80,686	0.21%	-$73.74K
FNMA POOL FM9501 FN 11/51 FIXED VAR	2,217,551	2,167,156	-50,394	0.20%	-$12.74K
FNMA 30YR 6% 07/01/2055#CC0730	1,870,366	1,845,605	-24,761	0.20%	-$22.30K
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 11/25/2053	2,149,462	1,879,875	-269,587	0.20%	-$267.62K
FHLG 30YR 5.5% 08/01/2055#SL2271	1,847,269	1,834,459	-12,810	0.20%	-$2.45K
FNMA 30YR 2% 11/01/2051#FM9568	2,278,507	2,241,891	-36,616	0.20%	-$306
FN BM1257	2,051,578	1,978,955	-72,623	0.20%	-$42.55K
FEDERAL NAT MTG ASN GTD REM PA 2023-53 FP SOFR30A+155 11/25/2053	1,995,153	1,834,836	-160,317	0.19%	-$158.15K
FN FS0216	2,057,704	1,978,321	-79,384	0.19%	-$63.56K
FR SD8127	2,344,153	2,310,062	-34,091	0.19%	$15.12K
FN MA4236	2,328,974	2,294,747	-34,227	0.19%	$18.33K
G2 MA8799	1,876,429	1,831,574	-44,855	0.19%	-$24.57K
Freddie Mac Pool	1,774,634	1,735,045	-39,589	0.19%	-$33.19K
FNMA 30YR 2% 04/01/2052#FS8195	2,209,038	2,173,196	-35,843	0.19%	$3.84K
FR SD8120	2,305,054	2,269,773	-35,281	0.19%	$17.02K
FNMA 30YR 3% 04/01/2050#BK2249	2,015,414	1,933,668	-81,746	0.19%	-$44.51K
FNMA 30YR 3% 03/01/2050#BP2186	1,985,218	1,919,267	-65,951	0.18%	-$29.83K
FR SD7521	2,023,028	1,977,079	-45,949	0.18%	-$13.11K
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1,966,646	1,904,672	-61,974	0.18%	-$37.51K
FNMA 30YR 6% 06/01/2054#CB8711	1,842,944	1,685,593	-157,350	0.18%	-$158.37K
FNMA 30YR 6% 05/01/2054#	1,762,745	1,648,382	-114,363	0.18%	-$114.25K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+70 09/25/2052	1,766,909	1,706,844	-60,065	0.18%	-$50.19K
FNMA 15YR 2.5% 12/01/2032#FM1681	1,829,325	1,719,540	-109,785	0.17%	-$98.94K
FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052	1,734,100	1,672,880	-61,220	0.17%	-$52.88K
G2 MA8199	1,760,597	1,727,111	-33,486	0.17%	$1.98K
FN FM7484	1,868,779	1,826,927	-41,852	0.17%	-$10.41K
FNMA 30YR 2.5% 03/01/2052#FA2410	1,845,202	1,812,053	-33,149	0.17%	-$3.53K
FNMA 30YR 2% 10/01/2051#CB1799	1,928,093	1,868,171	-59,922	0.16%	-$27.09K
FNMA 30YR 7% 01/01/2054#CB7813	1,594,016	1,455,773	-138,243	0.16%	-$140.20K
Freddie Mac Pool	1,877,992	1,838,193	-39,799	0.16%	-$13.58K
Government National Mortgage Association	1,776,299	1,477,290	-299,009	0.16%	-$299.18K
FNMA 30YR 2.5% 04/01/2052#FA2409	1,719,634	1,687,027	-32,607	0.16%	-$4.18K
FNMA 30YR 6% 09/01/2054#CB9216	1,536,401	1,440,837	-95,564	0.16%	-$95.31K
FHLM 30YR 5.5% 05/01/2053#RA9058	1,484,701	1,433,685	-51,016	0.15%	-$43.48K
Uniform Mortgage-Backed Securities	1,789,385	1,758,072	-31,312	0.15%	$1.15K
FN MA4254	1,877,796	1,852,709	-25,087	0.15%	$13.88K
Uniform Mortgage-Backed Securities	1,692,090	1,651,583	-40,507	0.15%	-$11.03K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054	1,570,377	1,435,129	-135,248	0.15%	-$129.70K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	1,676,611	1,643,090	-33,521	0.15%	$277
FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052	1,484,203	1,433,749	-50,455	0.15%	-$43.34K
FR SD8139	1,820,795	1,794,385	-26,410	0.15%	$11.80K
FHLG 20YR 2% 07/01/2041#SC0162	1,628,695	1,578,959	-49,735	0.15%	-$19.51K
PRET Trust, Series 2025-RPL2, Class A1	1,458,158	1,426,450	-31,708	0.15%	-$19.62K
Freddie Mac Pool	1,608,834	1,583,636	-25,198	0.15%	$2.27K
Freddie Mac Multifamily Structured Pass Through Certificates	1,396,621	1,395,806	-814	0.15%	-$644
CIM TRUST CIM 2025 R1 A1 144A	1,415,605	1,382,350	-33,255	0.14%	-$30.32K
FNMA 30YR 2.5% 05/01/2052#FS9743	1,586,731	1,553,810	-32,920	0.14%	-$4.84K
Freddie Mac Pool	1,412,443	1,273,626	-138,817	0.14%	-$142.71K
FHLG 30YR 5% 12/01/2052#SD1924	1,351,131	1,317,688	-33,443	0.14%	-$24.14K
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A	1,517,056	1,483,972	-33,084	0.14%	-$18.63K
Freddie Mac Gold Pool	1,373,711	1,339,107	-34,604	0.14%	-$16.63K
FHLG 30YR 5% 11/01/2052#SD1863	1,342,204	1,301,315	-40,889	0.14%	-$31.79K
Freddie Mac Pool	1,355,181	1,239,227	-115,954	0.14%	-$118.06K
Freddie Mac REMICS	1,426,001	1,310,687	-115,314	0.14%	-$110.78K
UMBS	1,314,129	1,238,602	-75,527	0.14%	-$74.28K
FNMA 30YR 5.5% 08/01/2053#CB6911	1,305,284	1,263,769	-41,515	0.14%	-$35.22K
FHLG 20YR 2.5% 07/01/2041#SC0370	1,450,012	1,411,679	-38,333	0.14%	-$14.12K
FNMA 30YR 3% 11/01/2049#BO4757	1,442,142	1,418,865	-23,277	0.14%	-$793
SDART 2024-5 A3 4.62% 11-15-28	1,800,000	1,295,705	-504,295	0.14%	-$505.28K
FNMA 15YR 1.5% 09/01/2036#CB1715	1,457,306	1,412,920	-44,386	0.14%	-$28.96K
FNMA 30YR 3% 02/01/2050#FM2439	1,407,727	1,395,140	-12,587	0.13%	$9.44K
FNMA 30YR 2.5% 05/01/2051#FM7352	1,475,947	1,457,607	-18,340	0.13%	$3.96K
FNMA 30YR 2.5% 12/01/2051#CB2289	1,478,154	1,453,391	-24,763	0.13%	-$2.48K
Freddie Mac Pool	1,236,777	1,179,738	-57,039	0.13%	-$55.85K
SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3 A1 5.816% 05/25/2065 144A	1,303,691	1,231,641	-72,051	0.13%	-$68.04K
Freddie Mac Pool	1,251,421	1,161,573	-89,847	0.13%	-$91.57K
FANNIEMAE 30YR 2% 03/01/2052#	1,495,765	1,476,334	-19,432	0.13%	$7.58K
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1	1,294,654	1,212,916	-81,737	0.13%	-$77.83K
FNMA 30YR 2.5% 04/01/2052#FA2411	1,414,605	1,383,567	-31,039	0.13%	-$5.55K
FNMA 30YR 3.5% 12/01/2046#BM5096	1,296,769	1,265,917	-30,852	0.13%	-$10.64K
G2 MA6864	1,467,614	1,440,509	-27,105	0.13%	-$2.41K
FNMA, Series 2023-54, Class FD	1,296,040	1,193,619	-102,420	0.13%	-$100.89K
Toyota Lease Owner Trust 2024-B	1,300,000	1,190,173	-109,827	0.12%	-$109.61K
FNMA 30YR 6% 04/01/2054#	1,227,831	1,155,376	-72,455	0.12%	-$72.16K
FHLG 30YR 2% 04/01/2052#SD6932	1,447,082	1,410,860	-36,221	0.12%	-$9.60K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054	1,344,257	1,169,096	-175,161	0.12%	-$171.64K
FNMA 15YR 2.5% 01/01/2037#FS1654	1,266,787	1,216,591	-50,197	0.12%	-$42.53K
FHLM 30YR 5.5% 09/01/2054#SL1653	1,142,107	1,118,998	-23,109	0.12%	-$15.73K
FHLM 30YR 5.5% 08/01/2053#RA9619	1,144,740	1,114,720	-30,019	0.12%	-$23.54K
FNMA 30YR 6% 02/01/2055#CB9989	1,132,212	1,078,623	-53,589	0.12%	-$50.38K
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	1,254,102	1,226,826	-27,276	0.12%	-$6.05K
FNMA 30YR 2.5% 04/01/2052#FA0903	1,280,743	1,254,043	-26,701	0.12%	-$5.09K
FN MA4587	1,219,663	1,186,007	-33,655	0.11%	-$11.97K
FNMA 30YR 2.5% 01/01/2052#CB2539	1,263,397	1,234,941	-28,455	0.11%	-$7.03K
FHLG 15YR 1.5% 05/01/2036#QN6387	1,222,807	1,183,842	-38,965	0.11%	-$25.16K
Exeter Automobile Receivables Trust, Series 2025-2A, Class A3	1,080,000	1,077,509	-2,491	0.11%	-$2.64K
Federal Home Loan Mortgage Corporation	1,195,682	1,168,054	-27,628	0.11%	-$6.36K
FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054	1,179,344	1,046,756	-132,587	0.11%	-$128.84K
FNMA 30YR 7% 01/01/2054#FS6771	1,113,687	993,559	-120,128	0.11%	-$123.87K
G2 MA5398	1,095,073	1,069,540	-25,533	0.11%	-$10.30K
UMBS Pool, 30 Year	1,209,814	1,184,798	-25,015	0.11%	-$4.88K
FHLM 30YR 5.5% 07/01/2053#RA9373	1,024,043	991,243	-32,800	0.11%	-$27.16K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+150 11/25/2053	1,136,208	1,010,539	-125,669	0.11%	-$124.67K
G2 MA2893	1,066,109	1,039,547	-26,563	0.11%	-$16.67K
BX TRUST	1,174,893	1,011,766	-163,127	0.11%	-$163.49K
FHLG 30YR 2.5% 05/01/2052#SL0225	1,171,298	1,147,132	-24,166	0.11%	-$5.30K
FHLG 20YR 2.5% 05/01/2041#SC0237	1,129,420	1,086,380	-43,041	0.11%	-$21.18K
NYMT Loan Trust, Series 2025-CP1, Class A1	1,053,671	1,018,593	-35,078	0.10%	-$17.37K
FHMS K074 A2	1,000,000	995,435	-4,565	0.10%	-$2.03K
GNII II 5.5% 12/20/2054#787741	988,743	960,160	-28,582	0.10%	-$24.27K
FHLG 30YR 3% 10/01/2051#RA5998	1,110,880	1,080,832	-30,048	0.10%	-$9.88K
FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052	1,108,828	1,077,570	-31,258	0.10%	-$14.96K
FHLG 30YR 2.5% 12/01/2051#RA6434	1,136,011	1,116,663	-19,348	0.10%	-$2.18K
FN MA3744	1,087,168	1,064,303	-22,864	0.10%	-$6.75K
Freddie Mac Pool	1,127,251	1,105,022	-22,230	0.10%	-$2.12K
FNMA 30YR 2.5% 05/01/2051#CB0443	1,117,077	1,103,802	-13,276	0.10%	$4.56K
Freddie Mac Gold Pool	1,025,418	1,004,754	-20,664	0.10%	-$3.13K
FNMA 30YR 5.5% 10/01/2053#CB7297	953,273	927,445	-25,828	0.10%	-$20.53K
GNMA II 5.5% 03/20/2054#787292	964,286	931,054	-33,232	0.10%	-$29.75K
FNMA 30YR 5% 11/01/2052#CB5128	948,883	930,392	-18,491	0.10%	-$11.63K
FNMA 30YR 6% 11/01/2053#FS6498	961,083	912,149	-48,934	0.10%	-$46.59K
Government National Mortgage Association	1,091,565	1,071,214	-20,352	0.10%	$1.47K
Government National Mortgage Association	1,089,092	1,067,981	-21,111	0.10%	$750
FNMA 30YR 3% 02/01/2052#CB2886	1,053,696	1,026,953	-26,743	0.10%	-$7.72K
FHLG 30YR 4% 10/01/2052#SD1772	972,380	953,744	-18,636	0.10%	-$1.20K
STORE MASTER FUNDING I-VII XIV XIX XX STR 2021-1A A1	990,446	989,180	-1,266	0.10%	$13.20K
FNMA 30YR 6% 07/01/2054#CB8857	967,048	909,611	-57,436	0.10%	-$57.50K
CIM Trust, Series 2025-NR1, Class A1	1,003,873	939,646	-64,227	0.10%	-$60.12K
FNMA 30YR 3% 10/01/2049#CA4406	1,028,803	1,003,317	-25,486	0.10%	-$7.80K
Uniform Mortgage-Backed Securities	1,116,849	1,097,923	-18,926	0.10%	$1.24K
FR SD7540	1,063,655	1,041,912	-21,743	0.10%	-$3.69K
FNMA 30YR 3% 03/01/2050#FM6195	1,013,400	990,750	-22,649	0.10%	-$5.42K
FNMA 30YR 4% 04/01/2052#FS1647	942,357	926,781	-15,576	0.10%	$1.89K
FNMA 15YR 6% 07/01/2039#FS8581	973,771	877,631	-96,141	0.10%	-$100.90K
FR SD7554	1,046,864	1,026,030	-20,834	0.09%	-$3.78K
FNMA 30YR 5% 10/01/2052#FS3047	900,318	886,193	-14,125	0.09%	-$6.93K
FN MA4206	997,553	962,261	-35,293	0.09%	-$30.01K
FNMA 30YR 5.5% 05/01/2053#FS4631	882,711	867,151	-15,560	0.09%	-$10.55K
FNMA 30YR 3% 03/01/2052#CB3114	986,189	964,712	-21,477	0.09%	-$4.38K
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055	1,032,832	867,574	-165,258	0.09%	-$162.80K
FN MA4228	989,502	955,147	-34,355	0.09%	-$23.22K
FNMA 30YR 6% 05/01/2055#CC0404	852,813	834,129	-18,684	0.09%	-$15.04K
Freddie Mac Gold Pool	939,897	902,948	-36,949	0.09%	-$20.03K
FHLG 30YR 6.5% 01/01/2054#RJ0706	885,291	818,045	-67,246	0.09%	-$65.40K
FNMA 30YR 7% 01/01/2054#FS6966	901,963	808,879	-93,085	0.09%	-$96.11K
FNMA 30YR 6% 06/01/2053#CB6538	863,140	813,566	-49,573	0.09%	-$47.41K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704	839,544	800,334	-39,210	0.09%	-$39.05K
FNMA 30YR 2.5% 11/01/2051#FM9517	982,734	967,715	-15,019	0.09%	-$380
FNMA 30YR 3% 12/01/2050#MA4211	956,198	926,057	-30,141	0.09%	-$13.51K
FNMA 15YR 3% 12/01/2032#BM5345	917,509	854,802	-62,707	0.09%	-$57.94K
FR SD7518	929,385	911,452	-17,933	0.09%	-$2.33K
FNMA 30YR 3% 11/01/2051#FS9709	928,039	908,905	-19,135	0.09%	-$3.76K
FHLG 30YR 5.5% 05/01/2053#SD2891	831,370	807,434	-23,936	0.09%	-$19.25K
FN MA4077	1,001,227	985,506	-15,721	0.09%	$2.15K
FNMA 15YR 1.5% 01/01/2037#FS2747	929,143	901,113	-28,030	0.09%	-$18.47K
GNII II 5.5% 01/20/2055#787767	825,474	789,485	-35,989	0.09%	-$33.22K
FN MA4446	931,515	910,800	-20,715	0.08%	-$4.82K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054	872,744	806,529	-66,214	0.08%	-$63.42K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055	861,502	802,428	-59,074	0.08%	-$55.15K
FNMA 30YR 2% 02/01/2052#FS8764	972,756	956,052	-16,704	0.08%	-$3.13K
Freddie Mac Gold Pool	841,068	829,358	-11,710	0.08%	$2.58K
Government National Mortgage Association	806,910	789,018	-17,892	0.08%	-$12.78K
FNMA 30YR 6% 11/01/2054#CB9502	779,971	757,606	-22,365	0.08%	-$19.75K
FN MA4208	957,033	942,056	-14,977	0.08%	$3.01K
FNMA 30YR 3% 07/01/2050#CA6312	869,634	850,099	-19,535	0.08%	-$4.71K
Federal Home Loan Mortgage Corporation	892,744	868,452	-24,292	0.08%	-$12.42K
FHLG 30YR 6% 10/01/2054#RJ2642	758,876	733,148	-25,728	0.08%	-$23.39K
FNMA 30YR 3% 03/01/2048#FS8330	838,255	819,645	-18,610	0.08%	-$5.56K
FNMA 30YR 3% 09/01/2049#CA4142	837,492	823,056	-14,436	0.08%	-$535
FNMA 30YR 3% 04/01/2052#CB3239	841,147	821,719	-19,428	0.08%	-$4.79K
BX Trust, Series 2024-CNYN, Class A	763,041	754,313	-8,728	0.08%	-$8.49K
FR SD8133	959,704	945,992	-13,712	0.08%	$6.39K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703	749,925	706,409	-43,516	0.08%	-$42.58K
FHLG 30YR 5.5% 12/01/2054#QX1072	728,543	726,223	-2,321	0.08%	$3.23K
FNMA 30YR 4% 08/01/2052#	759,336	754,947	-4,389	0.08%	$10.26K
OBX Trust, Series 2025-NQM10, Class A1	813,870	732,462	-81,408	0.08%	-$79.83K
FNMA 30YR 2% 10/01/2050#CA7323	891,553	874,294	-17,259	0.08%	-$3.75K
FNMA 30YR 3% 10/01/2051#FM9049	824,025	805,651	-18,374	0.08%	-$4.03K
FNMA UMBS, 30 Year	747,044	730,684	-16,360	0.08%	-$12.63K
FNMA 30YR 5.5% 08/01/2054#CB8984	725,457	707,800	-17,656	0.08%	-$14.30K
FNMA 30YR 6% 10/01/2054#CB9336	717,997	688,598	-29,399	0.08%	-$27.43K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	768,856	750,386	-18,470	0.08%	$2.36K
Freddie Mac Pool	768,454	667,707	-100,747	0.07%	-$104.46K
FHLG 30YR 5% 01/01/2053#SD2186	717,924	695,733	-22,191	0.07%	-$16.74K
Federal Home Loan Mortgage Corporation	752,557	701,876	-50,682	0.07%	-$46.53K
FHLG 30YR 6% 09/01/2054#SD6419	697,984	674,193	-23,792	0.07%	-$22.75K
MFRA TRUST MFRA 2022 RPL1 A1 144A	762,480	734,957	-27,523	0.07%	-$21.30K
Freddie Mac Pool	739,851	659,770	-80,081	0.07%	-$82.79K
G2 4922	727,783	707,769	-20,014	0.07%	-$14.01K
BX Commercial Mortgage Trust, Series 2024-XL5, Class A	780,398	679,750	-100,648	0.07%	-$100.44K
FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052	703,115	679,213	-23,902	0.07%	-$20.53K
FNMA 30YR 5% 10/01/2052#CB4893	678,853	659,119	-19,734	0.07%	-$14.91K
FNMA 30YR 6.5% 05/01/2053#FS4662	672,026	621,904	-50,121	0.07%	-$49.72K
Federal National Mortgage Association, Inc.	675,170	651,092	-24,078	0.07%	-$19.85K
FNMA 30YR 5.5% 07/01/2054#FS8456	643,460	632,577	-10,883	0.07%	-$6.86K
FN MA4237	785,146	772,727	-12,419	0.07%	$2.11K
FNMA 30YR 2% 03/01/2052#FA0995	785,565	769,549	-16,016	0.07%	-$3.16K
TPMT 2018-5 A1A 144A FRN 07-25-58	851,363	648,921	-202,442	0.07%	-$198.86K
FNMA 30YR 7% 12/01/2053#FS6922	672,745	605,597	-67,148	0.07%	-$69.46K
Government National Mortgage Association	745,098	729,983	-15,115	0.07%	$383
FNMA 30YR 2.5% 11/01/2051#FM9505	750,934	732,312	-18,622	0.07%	-$6.55K
FNMA 30YR 3.5% 09/01/2051#FS6219	688,518	676,425	-12,093	0.07%	-$256
Federal Home Loan Mortgage Corporation	674,550	632,877	-41,673	0.07%	-$37.20K
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040	752,868	735,427	-17,441	0.07%	-$10.40K
FHLM 30YR 6% 11/01/2054#RJ2748	641,927	604,962	-36,966	0.07%	-$35.18K
FNMA 30YR 6% 09/01/2054#CB9149	621,858	599,923	-21,935	0.07%	-$21.04K
FNMA 30YR 3% 11/01/2051#CB2166	700,093	686,015	-14,078	0.07%	-$1.76K
FNMA 30YR 3% 07/46#AS7533	695,322	674,126	-21,196	0.07%	-$9.97K
Federal Home Loan Mortgage Corporation	654,958	620,981	-33,977	0.07%	-$31.78K
Freddie Mac REMICS	633,968	611,998	-21,970	0.06%	-$18.82K
FNMA 30YR 6.5% 07/01/2054#CB8875	664,426	583,788	-80,638	0.06%	-$80.89K
Federal Home Loan Mortgage Corporation	665,011	648,944	-16,067	0.06%	-$6.96K
FNMA 20YR 2% 11/01/2041#FS0106	694,693	673,895	-20,799	0.06%	-$8.37K
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A	681,341	631,761	-49,580	0.06%	-$42.66K
FNMA 30YR 7% 01/01/2054#FS6964	613,287	562,079	-51,208	0.06%	-$52.08K
FG G60440	638,907	621,287	-17,620	0.06%	-$6.66K
G2 MA9906	651,596	588,883	-62,713	0.06%	-$60.50K
CARMX 2025-2 A2A	775,839	592,890	-182,950	0.06%	-$183.11K
FNMA 30YR 2.5% 12/01/2051#CB2320	681,611	672,087	-9,524	0.06%	$1.34K
FNMA 30YR 3% 02/01/2052#FS0631	649,088	637,242	-11,846	0.06%	-$526
FHLG 30YR 3% 09/01/2048#ZS4788	634,147	627,392	-6,755	0.06%	$4.23K
G2 MA7935	694,869	681,466	-13,403	0.06%	-$1.82K
FHLG 30YR 5% 11/01/2052#SD1862	575,031	562,528	-12,503	0.06%	-$8.37K
FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046	639,415	614,928	-24,486	0.06%	-$17.03K
FHLG 15YR 3% 11/32#ZK9037	610,455	582,416	-28,038	0.06%	-$24.75K
FHLG 30YR 5% 10/01/2052#SD1733	579,251	558,545	-20,706	0.06%	-$16.67K
BX TRUST BX 2024 MDHS A 144A	624,999	565,177	-59,822	0.06%	-$59.86K
Freddie Mac Gold Pool	579,531	557,605	-21,926	0.06%	-$17.80K
BANK 2020-BNK26 2.313% 03/15/2063	609,231	574,718	-34,514	0.06%	-$30.25K
Freddie Mac Pool	542,752	519,146	-23,606	0.06%	-$22.83K
PRET Trust, Series 2025-RPL3, Class A1	574,768	558,306	-16,462	0.06%	-$10.97K
PRPM LLC, Series 2024-RCF3, Class A1	590,221	553,336	-36,885	0.06%	-$34.39K
FHLG 30YR 5.5% 05/01/2054#SD5290	567,563	533,178	-34,385	0.06%	-$32.29K
Federal Home Loan Mortgage Corporation	569,702	546,703	-22,999	0.06%	-$21.13K
FNMA 30YR 6.5% 09/01/2053#CB7134	532,617	513,228	-19,390	0.06%	-$17.22K
Freddie Mac REMICS	608,214	532,414	-75,800	0.06%	-$75.22K
FHLM 30YR 6% 06/01/2053#RA9276	537,129	515,666	-21,463	0.06%	-$19.70K
SPTR TRS EQUITY SOFR+70 BOA	31,920,000	22,800,000	-9,120,000	0.06%	-$387.53K
Federal Home Loan Mortgage Corporation	599,465	533,003	-66,462	0.06%	-$64.56K
FNMA 30YR 3% 03/01/2052#FA1625	597,614	586,244	-11,370	0.06%	-$1.45K
FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054	596,974	528,536	-68,439	0.06%	-$66.15K
Freddie Mac Pool	536,588	495,684	-40,904	0.06%	-$41.62K
FHLG 30YR 5.5% 10/01/2054#QJ7812	523,480	521,594	-1,886	0.06%	-$478
FNMA 30YR 3.0% 07/01/2043#AB9858	575,448	565,733	-9,715	0.06%	-$1.76K
PRMI Securitization Trust, Series 2024-CMG1, Class A1	559,224	531,454	-27,771	0.06%	-$29.79K
Federal Home Loan Mortgage Corporation	546,834	523,081	-23,754	0.06%	-$20.29K
Freddie Mac Gold Pool	563,653	540,518	-23,134	0.06%	-$14.30K
FREDDIE MAC GOLD POOL P#G08368 4.50000000	530,555	513,092	-17,463	0.05%	-$12.68K
G2 MA8345	561,544	550,900	-10,644	0.05%	$1.24K
Verus Securitization Trust, Series 2025-5, Class A1	553,517	512,145	-41,371	0.05%	-$41.33K
FHLG 30YR 3% 04/01/2050#SD0516	576,815	565,742	-11,072	0.05%	-$2.40K
FHLG 30YR 3% 03/01/2050#SD0517	576,154	561,812	-14,342	0.05%	-$5.40K
FR SD8115	571,997	559,781	-12,217	0.05%	-$3.13K
G2 MA4126	560,072	547,214	-12,858	0.05%	-$4.72K
UMBS	547,304	515,381	-31,923	0.05%	-$28.84K
FNMA 30YR 3% 07/01/2051#CB1142	557,932	547,929	-10,003	0.05%	-$493
FHLG 20YR 1.5% 04/01/2041#QK0705	589,071	578,774	-10,297	0.05%	-$3.28K
Federal Home Loan Mortgage Corporation	545,322	494,600	-50,722	0.05%	-$49.08K
FHLM 30YR 6.5% 02/01/2055#RJ3572	507,197	467,310	-39,887	0.05%	-$39.69K
FNMA 30YR 2% 07/01/2050#CA6275	598,402	588,282	-10,120	0.05%	-$112
FHLG 30YR 7% 01/01/2054#SD4982	540,174	465,211	-74,964	0.05%	-$78.16K
PRPM 2024-RPL2, LLC	527,152	504,388	-22,764	0.05%	-$21.57K
FNMA 30YR 6.5% 06/01/2054#CB8729	551,681	471,465	-80,216	0.05%	-$80.47K
Uniform Mortgage-Backed Securities	502,240	477,092	-25,148	0.05%	-$22.04K

Top 300 of 1383, by weight.

Security	Shares Nov 2025	Shares Feb 2026	End %	Δ value
FORDF 2023-1 A1 144A 4.92% 05-15-28	5,100,000	5,100,000	0.53%	-$7.67K
ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000	5,000,000	5,000,000	0.53%	$32.38K
CGCMT 2016-P4 A4	3,644,000	3,644,000	0.38%	$16.34K
GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051	2,200,000	2,200,000	0.23%	$25.63K
Extended Stay America Trust, Series 2025-ESH, Class A	2,015,000	2,015,000	0.21%	-$625
BANK 2017-BNK5 A5	1,519,217	1,519,217	0.16%	$2.86K
MSBAM 2025-5C2 A3 5.072% 11/15/2030	1,350,000	1,350,000	0.15%	$7.44K
ALA Trust 2025-OANA	1,310,000	1,310,000	0.14%	$1.67K
OPORTUN ISSUANCE TRUST 2025-D SER 2025-D CL A REGD 144A P/P 4.53000000	1,100,000	1,100,000	0.12%	$2.36K
SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2	995,000	995,000	0.10%	$3.90K
FHMS K547 A2	900,000	900,000	0.10%	$5.45K
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A	772,269	772,269	0.08%	$1.49K
WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A	637,000	637,000	0.07%	-$856
SDART 2025-2 A3	600,000	600,000	0.06%	$734
MSC 2018-BOP A	723,006	723,006	0.06%	-$1.11K
SREIT Trust 2021-MFP	567,300	567,300	0.06%	$353
DELL EQUIPMENT FINANCE TRUST 2025-2 SER 2025-2 CL A3 REGD 144A P/P 4.12000000	500,000	500,000	0.05%	$2.54K
SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A	500,000	500,000	0.05%	$935
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A	468,000	468,000	0.05%	$701
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT	455,259	455,259	0.05%	$1.70K
MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A	411,000	411,000	0.04%	$1.06K
OPTN 2025-C A	410,000	410,000	0.04%	$575
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A	400,000	400,000	0.04%	$2.11K
BX Trust, Series 2021-LBA, Class AJV	400,000	400,000	0.04%	$245
CENT 2025-CITY A	377,000	377,000	0.04%	$2.83K
DBJPM 2020-C9 A5	400,000	400,000	0.04%	$4.96K
Enterprise Fleet Financing LLC, Series 2024-4, Class A3	355,000	355,000	0.04%	$356
AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A	345,000	345,000	0.04%	$317
WFCM 2025-VTT A	340,000	340,000	0.04%	$1.45K
MHP, Series 2021-STOR, Class A	340,811	340,811	0.04%	$486
CarMax Select Receivables Trust, Series 2025-A, Class A3	325,000	325,000	0.03%	$499
ENTERPRISE FLEET FING 2022-3 LLC 4.29% 07/20/2029 144A	315,000	315,000	0.03%	-$84
WOSAT 2025-A A3	285,000	285,000	0.03%	$1.48K
SREIT Trust, Series 2021-MFP, Class B	276,966	276,966	0.03%	$172
FHMS K135 A2	300,000	300,000	0.03%	$3.59K
INTL Commercial Mortgage Trust 2025-PLAZA	268,000	268,000	0.03%	$3.35K
GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A1	235,000	235,000	0.02%	$163
BX Trust, Series 2021-BXMF, Class A	214,868	214,868	0.02%	$465
UPX HIL 2025-1 Issuer Trust	200,000	200,000	0.02%	$1.40K
CARMX 2024-4 A3	200,000	200,000	0.02%	$436
GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051	200,000	200,000	0.02%	$2.38K
BBCMS Mortgage Trust 2025-5C38	4,800,000	4,800,000	0.02%	-$8.65K
BANK5 2025-5YR14 XB CSTR 04/15/2058	13,100,000	13,100,000	0.02%	-$6.47K
BX Trust, Series 2025-TAIL, Class A	168,000	168,000	0.02%	$0
BMO 2025-5C11 MTG TR CSTR 07/15/2058	6,600,000	6,600,000	0.02%	-$7.18K
Extended Stay America Trust, Series 2025-ESH, Class B	160,000	160,000	0.02%	$0
BMO 2025-5C12 MTG TR VAR 10/15/2058	4,600,000	4,600,000	0.02%	-$7.00K
BANK 20-BNK25 XB CSTR 01/15/2063	7,140,322	7,140,322	0.01%	-$3.05K
HAVN Trust 2025-MOB	100,000	100,000	0.01%	-$219
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	3,909,453	3,909,453	0.01%	$592
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3	55,000	55,000	0.01%	$94
EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2	50,000	50,000	0.01%	$85
GSAMP 2004-AR1 B4 STEP 6/34	10,814	10,814	0.00%	$285
CSMC Series 2014-3R	72,121	72,121	0.00%	$0
MLCS SWAP CY451600 12/16/72 B	720,000	720,000	0.00%	$473

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